qpareto: Pareto quantile function

In ActuDistns: Functions for actuarial scientists

Description

Computes the quantile function of the Pareto distribution

Usage

qpareto(x, u = 0.5, alpha = 1, m = 1)

Arguments

x	scale or vector of values at which the integrated hazard rate function needs to be computed, values must be greater than m
u	scale or vector of positive values at which the integrated hazard rate function needs to be computed, must be of the same length as x
alpha	the value of alpha parameter, must be positive
m	the value of m parameter, must be positive

Value

An object of the same length as x, giving the hazard rate function values computed at x and u

Note

If incorrect values or inconsistent lengths are input for x, u or the model parameters then NaNs will be returned as the output.

Author(s)

Saralees Nadarajah

References

S. Nadarajah, S. A. A. Bakar, Tabulations of survival models for actuarial use, submitted

Examples

x=runif(10,min=2,max=3)
y=qpareto(x)

ActuDistns documentation built on May 30, 2017, 1:28 a.m.